Transmaterial has a post on building panels made of fly ash - Fly Ash Panels.

Fly ash is the waste product of burning coal that is comprised mainly of silica, alumina, iron, and calcium. Fly ash is often combined with cement as an additive, but only up to a certain percentage of concrete may be fly ash.

Carolyn Dry has developed a method of fabricating building panels and insulation out of nearly 100% fly ash in order to sequester these heavy metals so that they do not leach out and pollute the environment. Essentially cooking the ash into a solid, Dry utilizes a flux which allows processing at lower temperatures—thus using less energy and fewer chemicals. Components such as building panels, bricks, and insulation may be produced without the need for binders such as cement.